correlation

C06EKF   Circular convolution or correlation of two real vectors, no extra workspace
C06FKF   Circular convolution or correlation of two real vectors, extra workspace for greater speed
C06PKF   Circular convolution or correlation of two complex vectors
G02BAF   Pearson product-moment correlation coefficients, all variables, no missing values
G02BBF   Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values
G02BCF   Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values
G02BGF   Pearson product-moment correlation coefficients, subset of variables, no missing values
G02BHF   Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values
G02BJF   Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values
G02BNF   Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data
G02BPF   Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data
G02BQF   Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data
G02BRF   Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data
G02BSF   Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values
G02BWF   Computes a correlation matrix from a sum of squares matrix
G02BXF   Computes (optionally weighted) correlation and covariance matrices
G02CGF   Multiple linear regression, from correlation coefficients, with constant term
G02HKF   Calculates a robust estimation of a correlation matrix, Huber's weight function
G02HLF   Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives
G02HMF   Calculates a robust estimation of a correlation matrix, user-supplied weight function
G03ADF   Performs canonical correlation analysis
G05QBF   Computes a random correlation matrix
G13DNF   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001